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Feature selection is one of the most relevant processes in any methodology for creating a statistical learning model. Usually, existing algorithms establish some criterion to select the most influential variables, discarding those that do…

Machine Learning · Statistics 2024-05-10 Carlos Sebastián , Carlos E. González-Guillén

Explainable artificial intelligence promises to yield insights into relevant features, thereby enabling humans to examine and scrutinize machine learning models or even facilitating scientific discovery. Considering the widespread technique…

Machine Learning · Computer Science 2026-03-30 Jörg Martin , Stefan Haufe

This paper develops a rigorous argument for why the use of Shapley values in explainable AI (XAI) will necessarily yield provably misleading information about the relative importance of features for predictions. Concretely, this paper…

Machine Learning · Computer Science 2023-02-17 Xuanxiang Huang , Joao Marques-Silva

Many existing interpretation methods are based on Partial Dependence (PD) functions that, for a pre-trained machine learning model, capture how a subset of the features affects the predictions by averaging over the remaining features.…

Machine Learning · Computer Science 2025-06-05 Jinyang Liu , Tessa Steensgaard , Marvin N. Wright , Niklas Pfister , Munir Hiabu

In recent years, the Shapley value and SHAP explanations have emerged as one of the most dominant paradigms for providing post-hoc explanations of black-box models. Despite their well-founded theoretical properties, many recent works have…

Machine Learning · Computer Science 2025-02-21 James Enouen , Yan Liu

Originating in game theory, Shapley values are widely used for explaining a machine learning model's prediction by quantifying the contribution of each feature's value to the prediction. This requires a scalar prediction as in binary…

Machine Learning · Computer Science 2025-02-13 Paul-Gauthier Noé , Miquel Perelló-Nieto , Jean-François Bonastre , Peter Flach

One of the most popular methods of the machine learning prediction explanation is the SHapley Additive exPlanations method (SHAP). An imprecise SHAP as a modification of the original SHAP is proposed for cases when the class probability…

Machine Learning · Computer Science 2021-06-18 Lev V. Utkin , Andrei V. Konstantinov , Kirill A. Vishniakov

As data becomes the fuel driving technological and economic growth, a fundamental challenge is how to quantify the value of data in algorithmic predictions and decisions. For example, in healthcare and consumer markets, it has been…

Machine Learning · Statistics 2019-06-11 Amirata Ghorbani , James Zou

Understanding the decision-making process of machine learning models is crucial for ensuring trustworthy machine learning. Data Shapley, a landmark study on data valuation, advances this understanding by assessing the contribution of each…

Computer Science and Game Theory · Computer Science 2025-01-23 Huaiguang Cai

Reliability-oriented sensitivity analysis methods have been developed for understanding the influence of model inputs relative to events which characterize the failure of a system (e.g., a threshold exceedance of the model output). In this…

Statistics Theory · Mathematics 2025-07-04 Marouane Il Idrissi , Vincent Chabridon , Bertrand Iooss

SHAP (SHapley Additive exPlanations) values are a widely used method for local feature attribution in interpretable and explainable AI. We propose an efficient two-stage algorithm for computing SHAP values in both black-box setting and…

Machine Learning · Computer Science 2025-10-24 Ali Gorji , Andisheh Amrollahi , Andreas Krause

With the adoption of machine learning-based solutions in routine clinical practice, the need for reliable interpretability tools has become pressing. Shapley values provide local explanations. The method gained popularity in recent years.…

Methodology · Statistics 2023-06-27 Lucile Ter-Minassian , Sahra Ghalebikesabi , Karla Diaz-Ordaz , Chris Holmes

The value and copyright of training data are crucial in the artificial intelligence industry. Service platforms should protect data providers' legitimate rights and fairly reward them for their contributions. Shapley value, a potent tool…

Machine Learning · Computer Science 2025-11-21 Haifeng Sun , Yu Xiong , Runze Wu , Xinyu Cai , Changjie Fan , Lan Zhang , Xiang-Yang Li

In healthcare, making the best possible predictions with complex models (e.g., neural networks, ensembles/stacks of different models) can impact patient welfare. In order to make these complex models explainable, we present DeepSHAP for…

Machine Learning · Computer Science 2019-11-28 Hugh Chen , Scott Lundberg , Su-In Lee

Deep Neural Networks are widely used in academy as well as corporate and public applications, including safety critical applications such as health care and autonomous driving. The ability to explain their output is critical for safety…

Machine Learning · Computer Science 2024-03-14 Florian Eilers , Xiaoyi Jiang

The Shapley value is a game-theoretic notion for wealth distribution that is nowadays extensively used to explain complex data-intensive computation, for instance, in network analysis or machine learning. Recent theoretical works show that…

Databases · Computer Science 2022-01-04 Daniel Deutch , Nave Frost , Benny Kimelfeld , Mikaël Monet

We consider an investment process that includes a number of features, each of which can be active or inactive. Our goal is to attribute or decompose an achieved performance to each of these features, plus a baseline value. There are many…

Computational Finance · Quantitative Finance 2021-02-12 Nicholas Moehle , Stephen Boyd , Andrew Ang

As the decisions made or influenced by machine learning models increasingly impact our lives, it is crucial to detect, understand, and mitigate unfairness. But even simply determining what "unfairness" should mean in a given context is…

Machine Learning · Computer Science 2020-10-16 Tom Begley , Tobias Schwedes , Christopher Frye , Ilya Feige

Shapley value has recently become a popular way to explain the predictions of complex and simple machine learning models. This paper is discusses the factors that influence Shapley value. In particular, we explore the relationship between…

Machine Learning · Statistics 2021-11-24 Harsh Kumar , Jithu Chandran

We develop a new approximative estimation method for conditional Shapley values obtained using a linear regression model. We develop a new estimation method and outperform existing methodology and implementations. Compared to the sequential…

Methodology · Statistics 2025-04-28 Fredrik Lohne Aanes